Subject: Did you read this past Alvarez Quant Trading blog post?

Did you read this past Alvarez Quant Trading blog post?

July 5th, 2023 at 9:01 am PST

We are all are looking for the perfect trading strategy. Did you read The 50/50 SPY Strategy? There is a dual nature of trend following strategies. They generally reduce your drawdowns during the bad years at the expense of underperforming during th ...